not thinking about anything何も means “anything” with a negative verb, giving the meaning “nothing” or “not at all.” 考えてない is the casual form of 考えていない. Depending on context, it can also mean “I’m not thinking about anything.”
JA: 今日は何も考えてないで、ゆっくり休みたい。
EN: Today, I want to relax without thinking about anything.